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Fractional Ornstein-Uhlenbeck Lévy processes and the Telecom process: Upstairs and downstairs

, и . Signal Processing, 85 (8): 1523--1545 (августа 2005)

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Waheed Murad

Murad Daghles

Abo elFetouh elSayed Murad

Mohamed Murad El-Hag

Mohammad Qasem Muradi

 

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Meaningful MRA initialization for discrete time series., , и . Signal Process., 80 (9): 1971-1983 (2000)Convergence of weighted sums of random variables with long-range dependence, и . Stochastic Processes and their Applications, 90 (1): 157--174 (ноября 2000)Necessary conditions for the existence of conditional moments of stable random variables, и . Stochastic Processes and their Applications, 56 (2): 233--246 (апреля 1995)How do conditional moments of stable vectors depend on the spectral measure?, и . Stochastic Processes and their Applications, 54 (1): 95--111 (ноября 1994)Impact of the Sampling Rate on the Estimation of the Parameters of Fractional Brownian Motion, и . Journal of Time Series Analysis, 27 (3): 367--380 (121 05 2006)doi: 10.1111/j.1467-9892.2005.00470.x.Law of the iterated logarithm for sums of non-linear functions of Gaussian variables that exhibit a long range non-periodic dependence (Technical report ... College of Engineering, Cornell University). School of Operations Research and Industrial Engineering, College of Engineering, Cornell University, (1976)Existence of joint moments of stable random variables, и . Statistics & Probability Letters, 10 (2): 167--172 (июля 1990)Bivariate symmetric statistics of long-range dependent observations, и . Journal of Statistical Planning and Inference, 28 (2): 263--270 (июня 1991)Convergence of normalized quadratic forms, и . Journal of Statistical Planning and Inference, 80 (1-2): 15--35 (01.08.1999)Self-similar processes and related ultraviolet and infrared catastrophes (Technical report - School of Operations Research and Industrial Engineering, College of Engineering, Cornell University). School of Operations Research and Industrial Engineering, College of Engineering, Cornell University, (1979)